-16.8%
DASH vs CCJ
+169.1%
-185.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.4% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -9.3% | -17.2% | +8.0% | -4.0% |
| 3M | -15.1% | -25.1% | +10.1% | -7.7% |
| 6M | +8.7% | -37.6% | +46.3% | +24.0% |
| YTD | -21.3% | -20.4% | -0.9% | -19.4% |
| 1Y | -12.7% | -22.5% | +9.9% | -10.1% |
| 3Y | +103.8% | +72.5% | +31.3% | +37.4% |
| 5Y | -16.8% | +179.9% | -196.7% | -62.8% |
| All | -16.8% | +169.1% | -185.9% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling